+1,541.3%
LOW vs BUD
+222.5%
+1,318.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.5% |
| 7D | +8.7% | +6.0% | +2.6% | +6.2% |
| 30D | +25.5% | +11.3% | +14.2% | +20.3% |
| 3M | +6.6% | +3.6% | +3.0% | +5.1% |
| 6M | +2.4% | +7.7% | -5.3% | -0.7% |
| YTD | -1.7% | +36.4% | -38.1% | -13.2% |
| 1Y | +1.7% | +37.8% | -36.2% | -10.6% |
| 3Y | +26.6% | +51.2% | -24.7% | +5.1% |
| 5Y | +10.1% | +53.4% | -43.3% | -10.7% |
| 10Y | +303.3% | -3.2% | +306.5% | +261.3% |
| All | +1,541.3% | +222.5% | +1,318.8% | +738.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling